To get a nicer looking curve I tried calculating a standard low-pass filter (6th order Linkwitz-Riley at 25kHz in this case), and then I added some caps accross the coils to create notches. This is the result I got from that:

Looks very nice in the audio band, but the -3dB point has moved lower, and the 19kHz and above attenuation isn't as good.

So which filter would actually work best and sound best?

I have looked at some Toko datasheets for MPX filters also. They have about 25-30dB attenuation at 19kHz, and some of them higher at 38kHz. But I have no idea what circuit they use. Would they be better, or would a DIY filter with good quality parts (rather than ceramic chip caps) be a better idea?

If anybody has suggestions or experience in this field I would like to hear about it